+420.1%
CORZ vs PEG
+36.7%
+383.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +8.4% | +0.7% | +7.7% | +7.8% |
| 30D | -17.8% | -2.4% | -15.4% | -16.1% |
| 3M | -35.9% | -4.8% | -31.1% | -33.8% |
| 6M | +12.9% | -10.7% | +23.6% | +22.5% |
| YTD | +22.9% | -6.7% | +29.5% | +27.7% |
| 1Y | +31.4% | -6.8% | +38.2% | +35.7% |
| All | +420.1% | +36.7% | +383.4% | +501.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling